-4.6%
CARR vs EQX
+42.9%
-47.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.3% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | -8.7% | +24.4% | -33.1% | -10.8% |
| 3M | -12.6% | +11.6% | -24.2% | -14.0% |
| 6M | -1.5% | -25.0% | +23.5% | -1.9% |
| YTD | +14.3% | -8.4% | +22.7% | +14.5% |
| 1Y | -4.6% | +43.4% | -48.0% | -7.6% |
| All | -4.6% | +42.9% | -47.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling